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Derivative Instruments - Impact of life retro arrangements (Details) - USD ($)
$ in Thousands
3 Months Ended 12 Months Ended
Mar. 31, 2016
Mar. 31, 2015
Dec. 31, 2015
Dec. 31, 2014
Dec. 31, 2013
Derivative [Line Items]          
Underwriting profit (loss) $ 172,037 $ 139,207 $ 587,409 $ 585,907 $ 245,191
Net investment income 205,886 208,513 872,370 918,625 957,716
Exchange gains (losses) before tax 33,819 (27,390) (22,504) 37,568 28,243
Other income and expenses (2,723) [1] (6,508) (13,356) [2] (6,891) [2] (5,692) [2]
Net realized and unrealized (gains) losses on derivative instruments (3,622) 16,521 53,123 29,886 7,798
Net income (loss) 83,028 73,671 1,313,339 268,838 1,136,647
Change in adjustments related to future policy benefit reserves, net of tax 17,035 60,356 170,688 (400,456) (44,660)
Foreign currency translation adjustments, net of tax (16,439) 36,103 (25,315) (25,729) (54,858)
Comprehensive income (loss) 407,941 220,712 (797,842) 747,801 (783,363)
Life Funds Withheld Assets          
Derivative [Line Items]          
Net investment income 41,560 50,419 187,489 129,575 0
Net realized gains (losses) on investments sold 34,416 52,738 223,272 5,067 0
Net unrealized gains (losses) on investments, trading securities 69,096 760 (27,734) (9) 0
OTTI on investments (2,346) (5,209) (13,357) (20,587) 0
Net realized and unrealized (gains) losses on derivative instruments (236,080) (229,367) (151,691) (488,222) 0
Change in net unrealized gains (losses) on investments, net of tax 51,990 37,115 (421,604) 274,083 $ 0
XL Re Life (SAC) Ltd          
Derivative [Line Items]          
Comprehensive income (loss) 0   0 0  
XL Re Life (SAC) Ltd | Life Funds Withheld Assets          
Derivative [Line Items]          
Underwriting profit (loss) 0 [3] 603 [3] 605 [4] 11,649  
Net investment income 41,560 50,419 187,489 129,575  
Net realized gains (losses) on investments sold 34,416 52,738 223,272 5,067  
Net unrealized gains (losses) on investments, trading securities 69,096 760 (27,734) (9)  
OTTI on investments (2,346) (5,209) (13,357) (20,587)  
Exchange gains (losses) before tax 11,119 3,684 4,788 10,099  
Other income and expenses (146) (1,298) 2,280 (1,610)  
Net realized and unrealized (gains) losses on derivative instruments (236,080) (229,367) (151,691) (488,222)  
Net income (loss) (82,381) (127,670) 225,652 (354,038)  
Change in net unrealized gains (losses) on investments, net of tax 51,990 37,115 (421,604) 274,083  
Change in adjustments related to future policy benefit reserves, net of tax 17,035 60,356 170,688 74,009  
Foreign currency translation adjustments, net of tax 13,356 30,802 25,869 17,595  
Total changes to other comprehensive income as a result of Life Retro Arrangements 82,381 128,273 (225,047) 365,687  
Comprehensive income (loss) $ 0 $ 603 $ 605 $ 11,649  
[1] Net fee income and other includes operating expenses from the Company's loss prevention consulting services business.
[2] Net fee income and other includes operating expenses from the Company's loss prevention consulting services business.
[3] The underwriting profit of $0.6 million relates to a premium adjustment during the three months ended March 31, 2015 relating to the GreyCastle Life Retro Arrangements transaction. Excluding this transaction, the impact to comprehensive income relating to the GreyCastle Life Retro Arrangements was nil for the three months ended March 31, 2015.
[4] The underwriting profit of $0.6 million relates to a premium adjustment relating to the GreyCastle Life Retro Arrangements transaction, which was completed on May 30, 2014. Excluding this transaction, the impact to comprehensive income relating to the GreyCastle Life Retro Arrangements was nil for the years ended December 31, 2015 and 2014.